Did you checked Support Archive logs from agent. Most of the time there is some extra explanation. I’ve never faced so far such message. Maybe support will help here. One more question, do you have any custom plugin that is named nginx status? Second question, those services are WebRequest services or opaque ones? If Opaque, you in general do not see transactions measured on nginx itself but representation of request that is coming from different service.
NGINX plus provides exposes additional metrics, which OneAgent tries to capture. Dynatrace will show you this message in case the metrics cannot be accessed. For R15 and earlier you had to enable the NGINX Plus Status page to make them available. With R16 and later they switched to an API that needs to be configured. Unfortuntely R18 had a breaking change in the API which is currently not supported. OneAgent will support R18 metrics with version v177.